+18.6%
FTV vs IRM
+186.8%
-168.2%
-32.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | IRM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +1.5% | -1.3% | -0.2% |
| 7D | -0.7% | -5.3% | +4.6% | +0.9% |
| 30D | +18.3% | -2.3% | +20.7% | +19.0% |
| 3M | +10.2% | -7.4% | +17.6% | +12.5% |
| 6M | +12.8% | -12.2% | +25.0% | +16.9% |
| YTD | +23.4% | +38.6% | -15.3% | +7.7% |
| 1Y | +31.4% | +14.9% | +16.5% | +22.6% |
| 3Y | +38.7% | +108.2% | -69.5% | -4.5% |
| 5Y | +18.6% | +183.8% | -165.3% | -29.7% |
| All | +18.6% | +186.8% | -168.2% | -29.7% |
Cumulative growth
Daily Returns
Daily percentage return beside IRM.
Daily Out/Under-Performance
Portfolio return minus IRM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × IRM return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 5y: compounded portfolio wealth divided by compounded IRM wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
5y analysis · Full analysis span regression · 6 months rolling